Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.302466 0.328759 0.357276 0.390678 0.428954 0.471718 0.523496
2025-07-20 0.272775 0.307432 0.347170 0.396659 0.457441 0.530752 0.627618
2025-07-27 0.248640 0.287642 0.334219 0.394987 0.473807 0.575051 0.719332
2025-08-03 0.231981 0.274146 0.326224 0.396905 0.493077 0.623882 0.824205
2025-08-10 0.212892 0.255459 0.309331 0.384615 0.490840 0.641943 0.887337
2025-08-17 0.196231 0.238327 0.292650 0.370385 0.483411 0.650415 0.935957
2025-08-24 0.186741 0.229691 0.286266 0.369308 0.494082 0.686453 1.035560
2025-08-31 0.182507 0.227585 0.288310 0.379997 0.522984 0.754642 1.206551
2025-09-07 0.175554 0.221230 0.283836 0.380480 0.535757 0.797788 1.341554
2025-09-14 0.168624 0.214433 0.278171 0.378496 0.544033 0.833974 1.471960
2025-09-21 0.162306 0.208102 0.272701 0.376222 0.551340 0.869183 1.610339
2025-09-28 0.154621 0.199420 0.263238 0.366847 0.545356 0.878116 1.689618
2025-10-05 0.151259 0.196940 0.263059 0.372714 0.567465 0.947265 1.949282
2025-10-12 0.147866 0.194214 0.262301 0.377506 0.588152 1.017607 2.246360
2025-10-19 0.143137 0.189267 0.257809 0.375604 0.595992 1.061722 2.488761
2025-10-26 0.139570 0.185871 0.255512 0.377228 0.610756 1.124499 2.830134
2025-11-02 0.133373 0.178238 0.246124 0.365761 0.598204 1.120114 2.927654
2025-11-09 0.127181 0.170397 0.236071 0.352520 0.580878 1.101496 2.963653
2025-11-16 0.123962 0.166981 0.232967 0.351507 0.588671 1.147716 3.298345
2025-11-23 0.123174 0.167256 0.235814 0.361426 0.620563 1.264252 4.058840
2025-11-30 0.120560 0.164569 0.233644 0.361872 0.631946 1.327612 4.629764
2025-12-07 0.117662 0.161325 0.230387 0.360030 0.637991 1.377149 5.186783
2025-12-14 0.114871 0.158152 0.227107 0.357918 0.643192 1.425634 5.811617